Skip to main navigation
Skip to search
Skip to main content
Open Universiteit research portal Home
Search content at Open Universiteit research portal
Home
Profiles
Research units
Projects
Research output
Datasets
Prizes
Activities
Press/Media
Student theses
The Information Content of Implied Volatility: Evidence From Australia
B Frijns
, C Tallau
, A Tourani-Rad
Research output
:
Contribution to journal
›
Article
›
Academic
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'The Information Content of Implied Volatility: Evidence From Australia'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Information Content
100%
Australia
100%
Implied Volatility
100%
GJR-GARCH
100%
Forecasting Power
100%
GARCH (1,1) Model
100%
Negative Relationships
50%
Asymmetric Relationship
50%
Implied Volatility Index
50%
Index Options
50%
Forecast Horizon
50%
Stock Market Volatility
50%
Constant Time
50%
Time to Maturity
50%
Risk Metrics
50%
S&P/ASX 200 Index
50%
Australian Stock Market
50%
Economics, Econometrics and Finance
Information Value
100%
Volatility
100%
Generalized Autoregressive Conditional Heteroskedasticity
66%